+763.1%
PM vs EOG
+244.0%
+519.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -4.9% | +1.3% | -6.2% | -5.1% |
| 30D | -3.4% | +8.2% | -11.6% | -4.9% |
| 3M | +5.2% | +3.8% | +1.3% | +4.1% |
| 6M | +3.7% | +15.3% | -11.6% | +0.4% |
| YTD | +15.8% | +41.7% | -25.9% | +7.7% |
| 1Y | +17.4% | +23.6% | -6.2% | +11.8% |
| 3Y | +116.9% | +23.3% | +93.6% | +103.5% |
| 5Y | +117.3% | +170.4% | -53.1% | +68.5% |
| 10Y | +193.8% | +125.5% | +68.2% | +112.2% |
| All | +763.1% | +244.0% | +519.1% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling